Estimating persistence for irregularly spaced historical data
This paper introduces to the literature on Economic History a measure of persistence which is particularly useful when the data are irregularly spaced. An illustration to ten historical unevenly spaced data series for Holland of 1738 to 1779 shows the merits of the methodology. It is found that the weight of slave-based contribution in that period has grown with a deterministic trend pattern.
|C32, Economic history, First order autoregression, Irregularly spaced time series, N01, Persistence, Slave trade|
|Time-Series Models; Dynamic Quantile Regressions (jel C32), Development of the Discipline: Historiographical; Sources and Methods (jel N01)|
|Quality and Quantity: international journal of methodology|
|Organisation||Department of Econometrics|
Franses, Ph.H.B.F. (2021). Estimating persistence for irregularly spaced historical data. Quality and Quantity: international journal of methodology. doi:10.1007/s11135-021-01099-6